Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51564.81 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48365.51 Kr¶

PnL: ---------------------------------------> -722.06 Kr¶

DD now: ---------------------------------> -0.731 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:08:29.971393'

Anic Portfolio¶

Today¶

Return: -0.643 %¶

This Week¶

Return: 8.495 %¶

Total¶

Return: 68.81 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.590000 769.600000 96.600000 14.350000 673.000000
Nordea Bank Abp 29 0.030000 3536.260000 82.260000 2.380000 3453.999992
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
HEBA B 70 -1.410000 2684.500000 48.500000 1.840000 2636.000010
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
SAAB B 8 -0.280000 3417.600000 40.600000 1.200000 3377.000000
Swedbank A 3 1.980000 602.700000 38.700000 6.860000 564.000000
AcadeMedia 12 -0.520000 591.360000 34.360000 6.170000 557.000004
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.650000 380.600000 25.600000 7.210000 355.000000
Intrum 4 0.040000 539.600000 12.600000 2.390000 527.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.170000 542.700000 6.700000 1.250000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Securitas B 6 -1.390000 571.080000 1.080000 0.190000 570.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.510000 546.000000 0.000000 0.000000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Coor Service Management Hold. 8 0.000000 531.200000 -0.800000 -0.150000 532.000000
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Corem Property Group B 59 -2.690000 565.810000 -11.190000 -1.940000 576.999999
Boozt 12 -0.360000 1639.200000 -14.800000 -0.890000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.730000 546.000000 -28.000000 -4.880000 574.000000
CTEK 13 -1.930000 496.730000 -37.270000 -6.980000 533.999999
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.740000 1768.800000 -220.200000 -11.070000 1989.000002
Axfood 15 0.070000 4048.500000 -251.500000 -5.850000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48365.510000 -722.060000 -0.73072% 49087.564636

Updated:¶

'2023-01-31 16:08:43.587248'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶